Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,186.8 |
1,186.5 |
-0.3 |
0.0% |
1,162.7 |
High |
1,194.3 |
1,191.0 |
-3.3 |
-0.3% |
1,176.3 |
Low |
1,181.2 |
1,175.2 |
-6.0 |
-0.5% |
1,134.9 |
Close |
1,186.0 |
1,187.2 |
1.2 |
0.1% |
1,158.3 |
Range |
13.1 |
15.8 |
2.7 |
20.6% |
41.4 |
ATR |
20.7 |
20.3 |
-0.3 |
-1.7% |
0.0 |
Volume |
84,263 |
101,437 |
17,174 |
20.4% |
554,955 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,231.8 |
1,225.3 |
1,196.0 |
|
R3 |
1,216.0 |
1,209.5 |
1,191.5 |
|
R2 |
1,200.3 |
1,200.3 |
1,190.0 |
|
R1 |
1,193.8 |
1,193.8 |
1,188.8 |
1,197.0 |
PP |
1,184.5 |
1,184.5 |
1,184.5 |
1,186.0 |
S1 |
1,178.0 |
1,178.0 |
1,185.8 |
1,181.3 |
S2 |
1,168.8 |
1,168.8 |
1,184.3 |
|
S3 |
1,152.8 |
1,162.3 |
1,182.8 |
|
S4 |
1,137.0 |
1,146.3 |
1,178.5 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,261.0 |
1,181.0 |
|
R3 |
1,239.3 |
1,219.5 |
1,169.8 |
|
R2 |
1,198.0 |
1,198.0 |
1,166.0 |
|
R1 |
1,178.0 |
1,178.0 |
1,162.0 |
1,167.3 |
PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,151.0 |
S1 |
1,136.8 |
1,136.8 |
1,154.5 |
1,126.0 |
S2 |
1,115.0 |
1,115.0 |
1,150.8 |
|
S3 |
1,073.8 |
1,095.3 |
1,147.0 |
|
S4 |
1,032.3 |
1,054.0 |
1,135.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,194.7 |
1,151.7 |
43.0 |
3.6% |
18.8 |
1.6% |
83% |
False |
False |
96,403 |
10 |
1,194.7 |
1,134.9 |
59.8 |
5.0% |
19.3 |
1.6% |
87% |
False |
False |
105,196 |
20 |
1,194.7 |
1,130.3 |
64.4 |
5.4% |
18.8 |
1.6% |
88% |
False |
False |
97,968 |
40 |
1,194.7 |
1,073.2 |
121.5 |
10.2% |
21.8 |
1.8% |
94% |
False |
False |
111,622 |
60 |
1,216.0 |
1,073.2 |
142.8 |
12.0% |
22.0 |
1.8% |
80% |
False |
False |
76,543 |
80 |
1,264.7 |
1,073.2 |
191.5 |
16.1% |
18.8 |
1.6% |
60% |
False |
False |
57,418 |
100 |
1,288.0 |
1,073.2 |
214.8 |
18.1% |
15.5 |
1.3% |
53% |
False |
False |
45,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.3 |
2.618 |
1,232.3 |
1.618 |
1,216.5 |
1.000 |
1,206.8 |
0.618 |
1,200.8 |
HIGH |
1,191.0 |
0.618 |
1,185.0 |
0.500 |
1,183.0 |
0.382 |
1,181.3 |
LOW |
1,175.3 |
0.618 |
1,165.5 |
1.000 |
1,159.5 |
1.618 |
1,149.8 |
2.618 |
1,133.8 |
4.250 |
1,108.0 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.8 |
1,186.5 |
PP |
1,184.5 |
1,185.8 |
S1 |
1,183.0 |
1,185.0 |
|